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Symphonies
uvxy frontrunner experiment
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own SPY by default. When short‑term “heat” across major stock segments gets extreme, quickly switch to UVXY to try to front‑run a pullback and volatility pop. High risk if the market keeps rising or stays calm.
NutHow it works
Daily it checks several US stock funds across styles/sectors (Nasdaq, value, tech, communications, consumer, financials). It scores the last 10 days with a simple “heat” gauge (RSI: 0–100; higher = more stretched). If any look extremely hot (about 75–80+), it flips 100% into UVXY, a fund that tends to surge when fear/volatility spikes but usually falls over time. If none are hot, it holds SPY. Leveraged tech/financial funds are included as early‑warning triggers.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.42 vs SPY 1.05, Calmar 2.96, annualized return ~70% vs ~18%, and alpha ~0.54 with beta ~0.44. Higher upside and diversification benefits, though max drawdown may be ~24% in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.60.50.040.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
524.49%14.11%-0.15%0.4%0.87
uvxy frontrunner experiment
402,404.34%81.84%2.33%6.98%1.67
Initial Investment
$10,000.00
Final Value
$40,250,434.45
Regulatory Fees
$51,266.80
Total Slippage
$364,905.94
Invest in this strategy
OOS Start Date
Jun 23, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Rsi trigger, volatility timing, uvxy vs spy, tactical allocation
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOOG
Vanguard S&P 500 Growth ETF
Stocks
VOOV
Vanguard S&P 500 Value ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"uvxy frontrunner experiment" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"uvxy frontrunner experiment" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "uvxy frontrunner experiment" has returned 75.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "uvxy frontrunner experiment" is 23.69%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "uvxy frontrunner experiment", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.